+83.1%
SPY vs XLF
+65.0%
+18.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | -0.8% | -1.5% | +0.7% | +0.3% |
| 30D | -1.1% | -1.2% | +0.1% | -0.2% |
| 3M | +3.9% | +9.2% | -5.3% | -2.9% |
| 6M | +13.6% | +16.3% | -2.7% | +1.1% |
| YTD | +12.7% | +5.4% | +7.2% | +7.8% |
| 1Y | +17.5% | +7.6% | +9.9% | +10.5% |
| 3Y | +76.9% | +74.2% | +2.7% | +13.4% |
| All | +83.1% | +65.0% | +18.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling